FiberFX supports the cyHair hair model data format from Cem Yuksel. This means you can style hair in a variety of packages and import your hair into LightWave for rendering, or inversely export from FiberFX for use in other packages. Load a cyHair wigs wig in Modeler as any other file. Keep it as a separate object or put it on a different layer to the rest of your geometry. When sent to Layout, apply FiberFX to it.
If you have styled hair in FiberFX you wish to export as cyHair, right click on the hair in the FiberFX window and choose Save as cyHair Wig.